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VSMSX vs. VSPMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSMSX vs. VSPMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Small-Cap 600 Index Fund Institutional Shares (VSMSX) and Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares (VSPMX). The values are adjusted to include any dividend payments, if applicable.

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VSMSX vs. VSPMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSMSX
Vanguard S&P Small-Cap 600 Index Fund Institutional Shares
0.71%6.04%7.20%17.57%-16.19%26.72%11.46%22.73%-8.51%13.39%
VSPMX
Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares
-0.37%7.11%12.83%17.42%-13.12%24.66%13.53%26.12%-11.14%16.18%

Returns By Period

In the year-to-date period, VSMSX achieves a 0.71% return, which is significantly higher than VSPMX's -0.37% return. Over the past 10 years, VSMSX has underperformed VSPMX with an annualized return of 9.58%, while VSPMX has yielded a comparatively higher 10.11% annualized return.


VSMSX

1D
-0.71%
1M
-6.66%
YTD
0.71%
6M
2.43%
1Y
17.27%
3Y*
9.49%
5Y*
3.87%
10Y*
9.58%

VSPMX

1D
-0.82%
1M
-8.03%
YTD
-0.37%
6M
1.27%
1Y
14.05%
3Y*
10.85%
5Y*
6.18%
10Y*
10.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSMSX vs. VSPMX - Expense Ratio Comparison

Both VSMSX and VSPMX have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VSMSX vs. VSPMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSMSX
VSMSX Risk / Return Rank: 3939
Overall Rank
VSMSX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VSMSX Sortino Ratio Rank: 4141
Sortino Ratio Rank
VSMSX Omega Ratio Rank: 3535
Omega Ratio Rank
VSMSX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VSMSX Martin Ratio Rank: 4040
Martin Ratio Rank

VSPMX
VSPMX Risk / Return Rank: 3232
Overall Rank
VSPMX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VSPMX Sortino Ratio Rank: 3333
Sortino Ratio Rank
VSPMX Omega Ratio Rank: 3030
Omega Ratio Rank
VSPMX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VSPMX Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VSMSX vs. VSPMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Index Fund Institutional Shares (VSMSX) and Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares (VSPMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VSMSXVSPMXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.69

+0.10

Sortino ratio

Return per unit of downside risk

1.26

1.11

+0.15

Omega ratio

Gain probability vs. loss probability

1.17

1.15

+0.01

Calmar ratio

Return relative to maximum drawdown

1.03

0.86

+0.17

Martin ratio

Return relative to average drawdown

4.20

3.77

+0.43

VSMSX vs. VSPMX - Sharpe Ratio Comparison

The current VSMSX Sharpe Ratio is 0.79, which is comparable to the VSPMX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of VSMSX and VSPMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VSMSXVSPMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.69

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.32

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.48

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.58

-0.08

Correlation

The correlation between VSMSX and VSPMX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VSMSX vs. VSPMX - Dividend Comparison

VSMSX's dividend yield for the trailing twelve months is around 1.38%, less than VSPMX's 1.40% yield.


TTM20252024202320222021202020192018201720162015
VSMSX
Vanguard S&P Small-Cap 600 Index Fund Institutional Shares
1.38%1.39%1.49%1.47%1.52%1.17%1.10%1.38%1.39%1.11%1.00%1.33%
VSPMX
Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares
1.40%1.07%1.32%1.26%1.59%1.15%1.24%1.49%1.64%1.27%1.54%1.52%

Drawdowns

VSMSX vs. VSPMX - Drawdown Comparison

The maximum VSMSX drawdown since its inception was -44.42%, which is greater than VSPMX's maximum drawdown of -42.04%. Use the drawdown chart below to compare losses from any high point for VSMSX and VSPMX.


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Drawdown Indicators


VSMSXVSPMXDifference

Max Drawdown

Largest peak-to-trough decline

-44.42%

-42.04%

-2.38%

Max Drawdown (1Y)

Largest decline over 1 year

-14.87%

-14.10%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-27.93%

-24.27%

-3.66%

Max Drawdown (10Y)

Largest decline over 10 years

-44.42%

-42.04%

-2.38%

Current Drawdown

Current decline from peak

-8.30%

-8.82%

+0.52%

Average Drawdown

Average peak-to-trough decline

-7.48%

-5.13%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

3.24%

+0.41%

Volatility

VSMSX vs. VSPMX - Volatility Comparison

Vanguard S&P Small-Cap 600 Index Fund Institutional Shares (VSMSX) and Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares (VSPMX) have volatilities of 5.55% and 5.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSMSXVSPMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

5.75%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

12.75%

11.48%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

22.62%

20.83%

+1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.55%

19.62%

+1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.19%

20.97%

+2.22%